 |
| VECTOR | [3-0-0:3] |
|---|---|
| DESCRIPTION | This course addresses issues in both theoretical development and empirical studies of asset pricing. The theoretical part covers portfolio theory, arbitrage pricing theory with large numbers of assets, the intertemporal asset pricing model and the production-based asset pricing model. Topics related to derivative pricing are also covered. The empirical part covers asset return predictability, volatility-return relationship, asset pricing testing methodology, popular factor models used by practitioners and empirical findings in derivative markets. |
| Section | Date & Time | Room | Instructor | Quota | Enrol | Avail | Wait | Remarks |
|---|---|---|---|---|---|---|---|---|
| L01 (6124) | Th 09:00AM - 11:50AM | Rm 202, W4 | KWOK, YUE KUEN | 40 | 0 | 40 | 0 |
| PRE-REQUISITE | UFUG 1105 |
|---|---|
| EXCLUSION | UFUG 1103 |
| DESCRIPTION | This course is the second of a year-long sequence of two courses in one-variable calculus, intended for first year undergraduate students with strong mathematical background. Besides the understanding of foundational concepts and practical skills in applying calculus, the course puts emphasis on rigorous reasoning of practical facts and the proof of certain mathematical theorems. Topics include definite and indefinite integrals, numerical calculation, applications to geometry and physics, and infinite series. |
| Section | Date & Time | Room | Instructor | Quota | Enrol | Avail | Wait | Remarks |
|---|---|---|---|---|---|---|---|---|
| L03 (6353) | WeFr 12:00PM - 01:20PM | Rm 147, E1 | KWOK, YUE KUEN | 45 | 0 | 45 | 0 | |
| T03 (6359) | Th 05:00PM - 05:50PM | Rm 147, E1 | KWOK, YUE KUEN | 45 | 0 | 45 | 0 |